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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
subject:"Risiko"
~person:"Crépey, Stéphane"
~person:"Rutkowski, Marek"
~subject:"Markov chain"
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Crépey, Stéphane
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The Oxford handbook of credit derivatives
2
Mathematics and financial economics
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
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Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
2
Multiple ratings model of defaultable term structure
Bielecki, Tomasz R.
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 125-139
Persistent link: https://www.econbiz.de/10002177192
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